SwapIndex::clone
Posted by
Peter Caspers-4 on
May 25, 2013; 6:40pm
URL: http://quantlib.414.s1.nabble.com/SwapIndex-clone-tp14281.html
Hi,
can we add another clone method to SwapIndex which allows to change
the tenor ? I think this could make life easier in some situations. At
least I often create a new swap index from an existing one only changing
the tenor.
https://github.com/pcaspers/quantlib/commit/416713b23fd855b64f6c51824304f2524744b185regards
Peter
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